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There was a novel titled "Leona, or Shadows and Sunbeams" published in 1876. It was written by Ora Arrington, who was only 16 at the time. It's the first example I can find of a novel written in English that had "Leona" in the title, though of course there could be other novels where the heroine's name did not appear in the title.

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https://www.newspapers.com/clip/3782361/miss-ora-arrington-age-16-of-sumter/

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There was also a novel titled "Leona" published in 1892 by the British author Mary Louisa Molesworth, who was always credited on her books as "Mrs. Molesworth".

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https://babel.hathitrust.org/cgi/pt?id=hvd.hn1sqp&view=1up&seq=8

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Again, there may well have been other books with heroines named Leona where the name was not part of the title, but the existence of these two does show the name was used by authors in both the USA and Britain in the late 19th century.